49 resultados para Linear Operator


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We present a scheme which offers a significant reduction in the resources required to implement linear optics quantum computing. The scheme is a variation of the proposal of Knill, Laflamme and Milburn, and makes use of an incremental approach to the error encoding to boost probability of success.

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This paper presents a case study that explores how operator digging style juxtaposes with mechanical capability for a class of hydraulic mining excavators. The relationships between actuator and digging forces are developed and these are used to identify the excavator's capability to apply forces in various directions. Two distinct modes of operation are examined to see how they relate to the mechanical capabilities of the linkage and to establish if one has merit over the other. It is found that one of these styles results in lower loading of the machine.

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The classification rules of linear discriminant analysis are defined by the true mean vectors and the common covariance matrix of the populations from which the data come. Because these true parameters are generally unknown, they are commonly estimated by the sample mean vector and covariance matrix of the data in a training sample randomly drawn from each population. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless of their severity. In this article we motivate and develop a high-breakdown criterion for linear discriminant analysis and give an algorithm for its implementation. The procedure is intended to supplement rather than replace the usual sample-moment methodology of discriminant analysis either by providing indications that the dataset is not seriously affected by outliers (supporting the usual analysis) or by identifying apparently aberrant points and giving resistant estimators that are not affected by them.

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When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.

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The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

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Ussing [1] considered the steady flux of a single chemical component diffusing through a membrane under the influence of chemical potentials and derived from his linear model, an expression for the ratio of this flux and that of the complementary experiment in which the boundary conditions were interchanged. Here, an extension of Ussing's flux ratio theorem is obtained for n chemically interacting components governed by a linear system of diffusion-migration equations that may also incorporate linear temporary trapping reactions. The determinants of the output flux matrices for complementary experiments are shown to satisfy an Ussing flux ratio formula for steady state conditions of the same form as for the well-known one-component case. (C) 2000 Elsevier Science Ltd. All rights reserved.

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Any given n X n matrix A is shown to be a restriction, to the A-invariant subspace, of a nonnegative N x N matrix B of spectral radius p(B) arbitrarily close to p(A). A difference inclusion x(k+1) is an element of Ax(k), where A is a compact set of matrices, is asymptotically stable if and only if A can be extended to a set B of nonnegative matrices B with \ \B \ \ (1) < 1 or \ \B \ \ (infinity) < 1. Similar results are derived for differential inclusions.

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A question is examined as to estimates of the norms of perturbations of a linear stable dynamic system, under which the perturbed system remains stable in a situation R:here a perturbation has a fixed structure.

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We study the scattering of the quantized electromagnetic field from a linear, dispersive dielectric using the scattering formalism for quantum fields. The medium is modeled as a collection of harmonic oscillators with a number of distinct resonance frequencies. This model corresponds to the Sellmeir expansion, which is widely used to describe experimental data for real dispersive media. The integral equation for the interpolating field in terms of the in field is solved and the solution used to find the out field. The relation between the ill and out creation and annihilation operators is found that allows one to calculate the S matrix for this system. In this model, we find that there are absorption bands, but the input-output relations are completely unitary. No additional quantum-noise terms are required.